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Robust online scale estimation in time series : regression-free approach

Gelper, Sarah; Schettlinger, Karen; Croux, Christophe; … - 2007

This paper presents variance extraction procedures for univariate time series. The volatility of a times series is monitored allowing for non-linearities, jumps and outliers in the level. The volatility is measured using the height of triangles formed by consecutive observations of the time...

Persistent link: https://www.econbiz.de/10003483698

Robust linear discriminant analysis for multiple groups : influence and classification efficiencies

Croux, Christophe; Filzmoser, Peter; Joossens, Kristel - 2005

Persistent link: https://www.econbiz.de/10003406048

Consumer sentiment and consumer spending : decomposing the Granger causal relationship in the time domain

Gelper, Sarah; Lemmens, Aurélie; Croux, Christophe - In: Applied economics 39 (2007) 1/3, pp. 1-11

Persistent link: https://www.econbiz.de/10003427147

Robust control charts for time series data

Croux, Christophe; Gelper, Sarah; Mahieu, Koen - 2010

Persistent link: https://www.econbiz.de/10008664194

A comparison of algorithms for the multivariate L1-median

Fritz, Heinrich; Filzmoser, Peter; Croux, Christophe - 2010

Persistent link: https://www.econbiz.de/10008664195

Robust forecasting of non-stationary time series

Croux, Christophe; Fried, Roland; Gijbels, Irène; … - 2010

Persistent link: https://www.econbiz.de/10008664197

Robust estimation of mean and dispersion functions in extended generalized additive models

Croux, Christophe; Gijbels, Irène; Prosdocimi, Ilaria - 2010

Persistent link: https://www.econbiz.de/10008664200

Modeling within- and across-customer association in lifetime value with copulas

Glady, Nicolas; Lemmens, Aurélie; Croux, Christophe - 2010

Persistent link: https://www.econbiz.de/10008664215

Predicting customer wallet without survey data

Glady, Nicolas; Croux, Christophe - 2007

Persistent link: https://www.econbiz.de/10003976840

Least angle regression for time series forecasting with many predictors

Gelper, Sarah; Croux, Christophe - 2008

Persistent link: https://www.econbiz.de/10003976884

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